Anic Equity¶

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Total return since start: 0.577 %¶

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Equity now: -----------------------------> 48167.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46772.51 Kr¶

PnL: ---------------------------------------> -116.06 Kr¶

DD now: ---------------------------------> -0.951 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:39:02.460336'

Anic Portfolio¶

Today¶

Return: 0.955 %¶

This Week¶

Return: 1.334 %¶

Total¶

Return: 57.688 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.120000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 1.680000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 -0.270000 660.800000 83.800000 14.520000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.510000 436.200000 81.200000 22.870000 355.000000
Boozt 12 0.910000 1722.000000 68.000000 4.110000 1653.999996
HMS Networks 2 1.220000 728.400000 55.400000 8.230000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
SAAB B 8 0.710000 3418.400000 41.400000 1.230000 3377.000000
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
Intrum 4 1.870000 556.400000 29.400000 5.580000 527.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Coor Service Management Hold. 8 1.460000 554.800000 22.800000 4.290000 532.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
AcadeMedia 12 1.670000 570.000000 13.000000 2.330000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -0.280000 258.960000 12.960000 5.270000 246.000000
Resurs Holding 22 0.870000 583.660000 9.660000 1.680000 573.999998
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 1.030000 575.280000 5.280000 0.930000 570.000000
Swedbank A 3 1.560000 567.750000 3.750000 0.660000 564.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Essity B 2 -1.380000 572.000000 -2.000000 -0.350000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 -0.970000 577.710000 -5.290000 -0.910000 582.999984
CTEK 13 0.820000 527.150000 -6.850000 -1.280000 533.999999
Nordea Bank Abp 29 -0.200000 3442.300000 -11.700000 -0.340000 3453.999992
International Petroleum Corp. 5 2.670000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 1.120000 3628.300000 -127.700000 -3.400000 3756.000001
OX2 18 1.250000 1532.700000 -131.300000 -7.890000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46772.510000 -116.060000 -0.95102% 46888.564618

Updated:¶

'2023-01-18 15:39:14.862116'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶